+97.2%
TJX vs AVTR
-64.6%
+161.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.3% |
| 7D | -4.6% | -1.1% | -3.5% | -4.5% |
| 30D | -17.2% | +6.3% | -23.5% | -17.8% |
| 3M | -24.9% | +53.3% | -78.2% | -28.8% |
| 6M | -19.7% | +78.6% | -98.3% | -25.5% |
| YTD | -17.2% | +29.2% | -46.4% | -20.2% |
| 1Y | -9.4% | +13.8% | -23.3% | -12.1% |
| 3Y | +43.1% | -27.4% | +70.5% | +45.8% |
| All | +97.2% | -64.6% | +161.8% | +129.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AVTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling